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                                                   Increasing lookback period

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Dennis Schutten
2018-03-02 07:53:43


Is it possible to have a increasing lookingbackperiod?
Like sma(close,totalbars from beginning until day evaluated)

Regards,
Dennis



QuantShare
2018-03-05 03:50:37

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Hi Dennis,

You can use:
a = avg(close, count()+1); // avg is similar to sma but allows dynamic periods



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